CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 05-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7673 |
0.7590 |
-0.0083 |
-1.1% |
0.7580 |
| High |
0.7684 |
0.7615 |
-0.0069 |
-0.9% |
0.7782 |
| Low |
0.7658 |
0.7579 |
-0.0079 |
-1.0% |
0.7580 |
| Close |
0.7659 |
0.7605 |
-0.0054 |
-0.7% |
0.7680 |
| Range |
0.0026 |
0.0036 |
0.0010 |
38.5% |
0.0202 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.5% |
0.0000 |
| Volume |
8 |
10 |
2 |
25.0% |
185 |
|
| Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7708 |
0.7692 |
0.7625 |
|
| R3 |
0.7672 |
0.7656 |
0.7615 |
|
| R2 |
0.7636 |
0.7636 |
0.7612 |
|
| R1 |
0.7620 |
0.7620 |
0.7608 |
0.7628 |
| PP |
0.7600 |
0.7600 |
0.7600 |
0.7604 |
| S1 |
0.7584 |
0.7584 |
0.7602 |
0.7592 |
| S2 |
0.7564 |
0.7564 |
0.7598 |
|
| S3 |
0.7528 |
0.7548 |
0.7595 |
|
| S4 |
0.7492 |
0.7512 |
0.7585 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8287 |
0.8185 |
0.7791 |
|
| R3 |
0.8085 |
0.7983 |
0.7736 |
|
| R2 |
0.7883 |
0.7883 |
0.7717 |
|
| R1 |
0.7781 |
0.7781 |
0.7699 |
0.7832 |
| PP |
0.7681 |
0.7681 |
0.7681 |
0.7706 |
| S1 |
0.7579 |
0.7579 |
0.7661 |
0.7630 |
| S2 |
0.7479 |
0.7479 |
0.7643 |
|
| S3 |
0.7277 |
0.7377 |
0.7624 |
|
| S4 |
0.7075 |
0.7175 |
0.7569 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7768 |
|
2.618 |
0.7709 |
|
1.618 |
0.7673 |
|
1.000 |
0.7651 |
|
0.618 |
0.7637 |
|
HIGH |
0.7615 |
|
0.618 |
0.7601 |
|
0.500 |
0.7597 |
|
0.382 |
0.7593 |
|
LOW |
0.7579 |
|
0.618 |
0.7557 |
|
1.000 |
0.7543 |
|
1.618 |
0.7521 |
|
2.618 |
0.7485 |
|
4.250 |
0.7426 |
|
|
| Fisher Pivots for day following 05-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7602 |
0.7645 |
| PP |
0.7600 |
0.7631 |
| S1 |
0.7597 |
0.7618 |
|